+47.9%
RCAT vs IONS
-11.8%
+59.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +6.4% | -9.8% | -4.8% |
| 7D | -5.9% | -26.3% | +20.3% | -0.6% |
| 30D | -19.7% | -31.9% | +12.3% | -13.3% |
| 3M | -62.9% | -48.0% | -14.9% | -57.4% |
| 6M | -59.6% | -62.6% | +3.0% | -50.7% |
| YTD | -52.1% | -63.3% | +11.2% | -41.5% |
| 1Y | -50.9% | -58.4% | +7.5% | -41.8% |
| 3Y | +333.8% | -38.2% | +372.0% | +340.5% |
| All | +47.9% | -11.8% | +59.7% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IONS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling